+55.2%
IJR vs HAS
+45.6%
+9.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.6% | 0.0% |
| 7D | +0.9% | -3.1% | +4.0% | +1.9% |
| 30D | -3.1% | -2.7% | -0.4% | -2.4% |
| 3M | +4.4% | +8.9% | -4.5% | +1.4% |
| 6M | +16.1% | -2.9% | +19.0% | +16.1% |
| YTD | +20.6% | +12.6% | +7.9% | +14.4% |
| 1Y | +22.9% | +17.5% | +5.4% | +14.7% |
| 3Y | +55.2% | +46.2% | +9.0% | +24.9% |
| All | +55.2% | +45.6% | +9.6% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling